품질경영학회지 (Journal of Korean Society for Quality Management)

  • 제38권4호
  • /
  • Pages.480-490
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  • 2010
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  • 1229-1889(pISSN)
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  • 2287-9005(eISSN)
한국품질경영학회 (Korean Society for Quality Management)
권호 표지

와이블 분포와 정시중단 하에서의 MLE와 LSE의 정확도 비교

A Comparison of Estimation Methods for Weibull Distribution and Type I Censoring

  • 투고 : 2010.06.23
  • 심사 : 2010.11.24
  • 발행 : 2010.12.31
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초록

In this paper, two estimation methods(least square estimation and maximum likelihood estimation) were compared for Weibull distribution and Type I censoring. Data obtained by Monte Carlo simulation were analyzed using two estimation methods and analysis results were compared by MSE(Mean Squared Error). Comparison results show that maximum likelihood estimator is better for censored data and complete data with more than 30 samples and least square estimator is better for small size complete data(less than and equal to 20 samples).

키워드

참고문헌

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